JP Morgan Call 90 CF 16.08.2024
/ DE000JB7FTM6
JP Morgan Call 90 CF 16.08.2024/ DE000JB7FTM6 /
| 2024-05-28 10:30:24 AM |
Chg.- |
Bid9:18:04 AM |
Ask9:18:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
- |
0.091
Bid Size: 3,000 |
0.130
Ask Size: 3,000 |
CF Industries Holdin... |
90.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7FTM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-1.04 |
| Time value: |
0.14 |
| Break-even: |
84.34 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.04 |
| Spread %: |
44.33% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
11.96 |
| Rho: |
0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.68% |
| 1 Month |
|
|
-62.50% |
| 3 Months |
|
|
-71.15% |
| YTD |
|
|
-85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.075 |
| 1M High / 1M Low: |
0.220 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.640 |
| Low (YTD): |
2024-05-09 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
